Pages that link to "Item:Q2940758"
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The following pages link to A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension (Q2940758):
Displaying 16 items.
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- Deep learning for ranking response surfaces with applications to optimal stopping problems (Q5139253) (← links)
- A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging (Q5162848) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
- Sequential Design for Ranking Response Surfaces (Q5269860) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
